+217.7%
GWW vs TMF
-88.0%
+305.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +6.0% | +1.2% | +4.8% | +6.0% |
| 30D | +14.0% | +19.7% | -5.7% | +13.6% |
| 3M | +12.5% | -2.1% | +14.6% | +12.5% |
| 6M | +23.6% | -13.4% | +37.1% | +23.9% |
| YTD | +43.6% | -16.7% | +60.4% | +44.0% |
| 1Y | +52.5% | -23.3% | +75.8% | +53.1% |
| 3Y | +92.6% | -24.8% | +117.4% | +92.6% |
| All | +217.7% | -88.0% | +305.7% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling